+302.5%
O vs BAH
+886.2%
-583.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.2% |
| 30D | -1.9% | +2.0% | -3.9% | -2.3% |
| 3M | +3.8% | -7.6% | +11.5% | +4.9% |
| 6M | -4.7% | -5.7% | +0.9% | -4.5% |
| YTD | +12.5% | -11.7% | +24.2% | +13.4% |
| 1Y | +10.8% | -27.4% | +38.2% | +15.7% |
| 3Y | +28.8% | -32.5% | +61.3% | +32.6% |
| 5Y | +13.2% | -3.3% | +16.5% | +6.1% |
| 10Y | +53.5% | +186.0% | -132.5% | +18.6% |
| All | +302.5% | +886.2% | -583.7% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling